Laurent Ferrara, Dominique Guégan, Zhiping Lu. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. Communications in Statistics - Simulation and Computation, 39(4):795-806, 2010. [doi]
@article{FerraraGL10,
title = {Testing Fractional Order of Long Memory Processes: A Monte Carlo Study},
author = {Laurent Ferrara and Dominique Guégan and Zhiping Lu},
year = {2010},
doi = {10.1080/03610911003646381},
url = {https://doi.org/10.1080/03610911003646381},
researchr = {https://researchr.org/publication/FerraraGL10},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {39},
number = {4},
pages = {795-806},
}